+15.2%
TSM vs DRAM
+54.7%
-39.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +1.1% |
| 7D | -2.5% | -9.8% | +7.3% | +1.0% |
| 30D | -14.3% | -26.9% | +12.7% | -4.7% |
| 3M | -7.2% | -17.4% | +10.2% | -1.6% |
| 6M | -5.1% | -20.9% | +15.7% | +1.7% |
| All | +15.2% | +54.7% | -39.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling